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Cortical activity was recorded from 112 neonates (29\u201347 weeks gestational age at study) using a 20-channel electroencephalogram (EEG), which was time-locked to a heel lance. This data is linked to pain-related behaviour (facial expression), physiology (heart rate, oxygenation) and a composite clinical score (Premature Infant Pain Profile, PIPP). The dataset includes responses to non-noxious sham and auditory controls. The infants\u2019 relevant medical and pain history was collected up to the day of the study and recorded in an extensive database of variables including clinical condition at birth, diagnoses, medications, previous painful procedures, injuries, and selected maternal information. This dataset can be used to investigate the cortical, physiological, and behavioural pain-related processing in human infants and to evaluate the impact of medical conditions and experiences upon the infant response to noxious stimuli. 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